Maria Kalli

From MaRDI portal



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Predictive distributions and the market return: the role of market illiquidity
European Journal of Operational Research
2025-05-19Paper
Flexible Modeling of Dependence in Volatility Processes
Journal of Business and Economic Statistics
2025-01-20Paper
Modeling the Conditional Distribution of Daily Stock Index Returns: An Alternative Bayesian Semiparametric Model
Journal of Business and Economic Statistics
2025-01-20Paper
Discussion of ``Nonparametric Bayesian inference in applications'': Bayesian nonparametric methods in econometrics
Statistical Methods and Applications
2018-08-21Paper
Bayesian nonparametric vector autoregressive models
Journal of Econometrics
2018-03-22Paper
Time-varying sparsity in dynamic regression models
Journal of Econometrics
2014-08-07Paper
Slice sampling mixture models
Statistics and Computing
2012-12-06Paper


Research outcomes over time


This page was built for person: Maria Kalli